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~isPartOf:"Economics / Discussion papers : the open-access, open-assessment e-journal"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Quantitative finance"
~person:"Liu, Bing-Yue"
~person:"Ma, Feng"
~person:"Uddin, Mohammed Gazi Salah"
~person:"Wang, Yudong"
~person:"Yin, Libo"
~type_genre:"Article in journal"
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Search: subject_exact:"Volatility"
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Volatility
4
Volatilität
4
ARCH model
3
ARCH-Modell
3
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3
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3
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3
Ölpreis
3
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Liu, Bing-Yue
Ma, Feng
Uddin, Mohammed Gazi Salah
Wang, Yudong
Yin, Libo
Escobar, Marcos
4
Gatheral, Jim
4
Radoičić, Radoš
4
Sornette, Didier
4
Bayer, Christian
3
Felpel, Mike
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Horvath, Blanka Nora
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Jacquier, Antoine
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Kienitz, Jörg
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Lillo, Fabrizio
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2
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2
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2
Cheang, Gerald H. L.
2
Cheng, Yuyang
2
Clements, Adam
2
Cui, Zhenyu
2
De Marco, Stefano
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Edwards, Jeffrey A.
2
Forde, Martin
2
Friz, Peter K.
2
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Gulisashvili, Archil
2
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2
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2
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2
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2
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Economics / Discussion papers : the open-access, open-assessment e-journal
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Quantitative finance
Energy economics
49
International review of financial analysis
19
International review of economics & finance : IREF
15
Applied economics
11
Economic modelling
10
Journal of forecasting
10
International journal of finance & economics : IJFE
9
International journal of forecasting
7
Finance research letters
6
The North American journal of economics and finance : a journal of financial economics studies
6
Applied economics letters
5
Economics letters
4
Journal of empirical finance
4
The journal of futures markets
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Pacific-Basin finance journal
3
Research in international business and finance
3
China finance review international
2
Financial innovation : FIN
2
Journal of management science and engineering
2
The European journal of finance
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Economics : the open-access, open-assessment journal
1
Emerging markets review
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Journal of banking & finance
1
Journal of comparative economics : the journal of the Association for Comparative Economic Studies
1
Journal of economic behavior & organization : JEBO
1
Journal of financial stability
1
Journal of international financial markets, institutions & money
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Technological forecasting & social change : an international journal
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ECONIS (ZBW)
4
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1
Jumps and oil futures volatility forecasting : a new insight
Ma, Feng
;
Liang, Chao
;
Zeng, Qing
;
Li, Haibo
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 853-863
Persistent link: https://www.econbiz.de/10012500197
Saved in:
2
Macroeconomic fundamentals, jump dynamics and expected volatility
Pan, Zhiyuan
;
Bu, Ruijun
;
Liu, Li
;
Wang, Yudong
- In:
Quantitative finance
20
(
2020
)
8
,
pp. 1345-1371
Persistent link: https://www.econbiz.de/10012262666
Saved in:
3
Forecasting the volatility of crude oil futures using high-frequency data : further evidence
Ma, Feng
;
Wei, Yu
;
Chen, Wang
;
He, Feng
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
2
,
pp. 653-678
Persistent link: https://www.econbiz.de/10011949867
Saved in:
4
Crude oil and world stock markets : volatility spillovers, dynamic correlations, and hedging
Wang, Yudong
;
Liu, Li
- In:
Empirical economics : a journal of the Institute for …
50
(
2016
)
4
,
pp. 1481-1509
Persistent link: https://www.econbiz.de/10011481725
Saved in:
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